version 3.14
This commit is contained in:
Artur
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//+------------------------------------------------------------------+
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//| ma cross.mq5 |
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//| Copyright 2018, MetaQuotes Software Corp. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2018, MetaQuotes Software Corp."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 2
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 clrLightSeaGreen
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#property indicator_width1 2
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#property indicator_label1 "Bull ADX Cross"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrRed
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#property indicator_width2 2
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#property indicator_label2 "Bear ADX Cross"
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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input int AdxPeriod = 14; // ADX period
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input bool alertsOn = true; // Turn alerts on?
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input bool alertsOnCurrent = false; // Alert on current bar?
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input bool alertsMessage = true; // Display messages on alerts?
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input bool alertsSound = false; // Play sound on alerts?
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input bool alertsEmail = false; // Send email on alerts?
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input bool alertsNotify = false; // Send push notification on alerts?
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input int lookback = 256; // Maximum lookback period
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double crossUp[],crossDn[],cross[];
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#include <IncOnRingBuffer\CATROnRingBuffer.mqh>
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#include <IncOnRingBuffer\CADXOnRingBuffer.mqh>
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CATROnRingBuffer atr;
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CADXOnRingBuffer adx;
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int _start = 0;
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//
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// Initialize custom chart indicator for data processing
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// according to settings of the custom chart indicator already on chart
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//
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//
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//
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,crossUp,INDICATOR_DATA); PlotIndexSetInteger(0,PLOT_ARROW,233);
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SetIndexBuffer(1,crossDn,INDICATOR_DATA); PlotIndexSetInteger(1,PLOT_ARROW,234);
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SetIndexBuffer(2,cross);
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if(!adx.Init(AdxPeriod,MODE_EMA,lookback)) return(INIT_FAILED);
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if(!atr.Init(15,MODE_SMA,lookback)) return(INIT_FAILED);
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customChartIndicator.SetGetTimeFlag();
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IndicatorSetString(INDICATOR_SHORTNAME,"ADX cross "+(string)AdxPeriod+")");
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return(INIT_SUCCEEDED);
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}
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void OnDeinit(const int reason)
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{
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}
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int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(close))
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return(0);
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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atr.MainOnArray(rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
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adx.MainOnArray(rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
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ArraySetAsSeries(customChartIndicator.Low, false);
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ArraySetAsSeries(customChartIndicator.High, false);
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if(_prev_calculated==0)
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{
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_start = rates_total-adx.Size()+1;
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}
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else
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_start = MathMax(_prev_calculated-1,1);
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for(int i=_start;i<rates_total;i++)
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{
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int ix = rates_total-1-i;
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cross[i] = (ix>0) ? (adx.pdi[ix]>adx.ndi[ix]) ? 1 : (adx.pdi[ix]<adx.ndi[ix]) ? 2 : cross[i-1] : 0;
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crossUp[i] = EMPTY_VALUE;
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crossDn[i] = EMPTY_VALUE;
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if (i>0 && cross[i]!=cross[i-1])
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{
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if (cross[i] == 1) crossUp[i] = customChartIndicator.Low[i]-atr[ix];
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if (cross[i] == 2) crossDn[i] = customChartIndicator.High[i]+atr[ix];
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}
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}
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manageAlerts(customChartIndicator.Time,cross,rates_total);
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return (rates_total);
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}
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//------------------------------------------------------------------
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//
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//------------------------------------------------------------------
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//
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//
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//
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//
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//
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void manageAlerts(const datetime& _time[], double& _trend[], int bars)
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{
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if (alertsOn)
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{
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int whichBar = bars-1; if (!alertsOnCurrent) whichBar = bars-2; datetime time1 = _time[whichBar];
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if (_trend[whichBar] != _trend[whichBar-1])
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{
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if (_trend[whichBar] == 1) doAlert(time1," plus DI crossing minus DI up");
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if (_trend[whichBar] == 2) doAlert(time1," plus DI crossing minus DI down");
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}
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}
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}
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//
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//
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//
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//
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//
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void doAlert(datetime forTime, string doWhat)
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{
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static string previousAlert="nothing";
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static datetime previousTime;
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if (previousAlert != doWhat || previousTime != forTime)
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{
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previousAlert = doWhat;
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previousTime = forTime;
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//
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//
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//
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//
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//
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string message = TimeToString(TimeLocal(),TIME_SECONDS)+" "+_Symbol+" Adx "+doWhat;
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if (alertsMessage) Alert(message);
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if (alertsEmail) SendMail(_Symbol+"Adx",message);
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if (alertsNotify) SendNotification(message);
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if (alertsSound) PlaySound("alert2.wav");
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}
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}
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@@ -40,17 +40,11 @@ double ExtTmpBuffer[];
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//--- global variables
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int ExtADXPeriod;
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//
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//
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//
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#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
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RangeBarIndicator customChartIndicator;
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//
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//
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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@@ -99,15 +93,42 @@ int OnCalculate(const int rates_total,
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const int &Spread[])
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{
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//
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// Process data through MedianRenko indicator
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//
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(Close))
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return(0);
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//
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// Make the following modifications in the code below:
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//
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// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
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//
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// customChartIndicator.Open[] should be used instead of open[]
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// customChartIndicator.Low[] should be used instead of low[]
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// customChartIndicator.High[] should be used instead of high[]
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// customChartIndicator.Close[] should be used instead of close[]
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//
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// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
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//
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// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
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// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
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//
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// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
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// customChartIndicator.Real_volume[] should be used instead of Volume[]
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// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
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//
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// customChartIndicator.Price[] should be used instead of Price[]
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// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
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//
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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//
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//
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//
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//--- checking for bars count
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#property copyright "2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property description "Average True Range"
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#property description "Adapted for use with TickChart by Artur Zas."
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 2
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@@ -22,15 +21,10 @@ double ExtTRBuffer[];
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//--- global variable
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int ExtPeriodATR;
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//
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//
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//
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#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
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RangeBarIndicator customChartIndicator;
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//
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//
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//+------------------------------------------------------------------+
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@@ -72,16 +66,44 @@ int OnCalculate(const int rates_total,
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const long &volume[],
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const int &spread[])
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{
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//
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//
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// Process data through MedianRenko indicator
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//
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(close))
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return(0);
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//
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// Make the following modifications in the code below:
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//
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// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
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//
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// customChartIndicator.Open[] should be used instead of open[]
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// customChartIndicator.Low[] should be used instead of low[]
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// customChartIndicator.High[] should be used instead of high[]
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// customChartIndicator.Close[] should be used instead of close[]
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//
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// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
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//
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// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
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// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
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//
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// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
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// customChartIndicator.Real_volume[] should be used instead of Volume[]
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// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
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//
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// customChartIndicator.Price[] should be used instead of Price[]
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// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
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//
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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//
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//
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//
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int i,limit;
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+1
-2
@@ -26,8 +26,7 @@ double ExtSlowBuffer[];
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//
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#include <MovingAverages.mqh>
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#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
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RangeBarIndicator customChartIndicator;
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//
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//+------------------------------------------------------------------
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#property copyright "mladen"
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#property link "mladenfx@gmail.com"
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#property link "https://www.mql5.com"
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#property description "CCI (alternative)"
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//+------------------------------------------------------------------
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 1
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#property indicator_label1 "CCI alternative"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrDarkGray,clrSkyBlue,clrDodgerBlue
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#property indicator_width1 2
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//--- input parameters
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input int inpPeriod=14; // CCI period
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//--- buffers and global variables declarations
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double val[],valc[],prices[];
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//
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,val,INDICATOR_DATA);
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SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2,prices,INDICATOR_CALCULATIONS);
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//---
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IndicatorSetString(INDICATOR_SHORTNAME,"CCI (alternative)("+(string)inpPeriod+")");
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return (INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator de-initialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(close))
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return(0);
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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///
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if(Bars(_Symbol,_Period)<rates_total) return(_prev_calculated);
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int i=(int)MathMax(_prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)
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{
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int _start=MathMax(i-inpPeriod+1,0);
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prices[i]=(customChartIndicator.High[ArrayMaximum(customChartIndicator.High,_start,inpPeriod)]+customChartIndicator.Low[ArrayMinimum(customChartIndicator.Low,_start,inpPeriod)]+customChartIndicator.Close[i])/3;
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double avg = 0; for(int k=0; k<inpPeriod && (i-k)>=0; k++) avg += prices[i-k]; avg /= inpPeriod;
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double dev = 0; for(int k=0; k<inpPeriod && (i-k)>=0; k++) dev += MathAbs(prices[i-k]-avg); dev /= inpPeriod;
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val[i] = (dev!=0) ? (prices[i]-avg)/(0.015*dev) : 0;
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valc[i]=(i>0) ?(val[i]>val[i-1]) ? 1 :(val[i]<val[i-1]) ? 2 : valc[i-1]: 0;
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}
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return (i);
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}
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//+------------------------------------------------------------------+
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||||
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#property copyright "2009, MetaQuotes Software Corp."
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||||
#property link "http://www.mql5.com"
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||||
#property description "Commodity Channel Index"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
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#include <MovingAverages.mqh>
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//---
|
||||
#property indicator_separate_window
|
||||
@@ -30,15 +29,10 @@ double ExtDBuffer[];
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||||
double ExtMBuffer[];
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||||
double ExtCCIBuffer[];
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||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
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RangeBarIndicator customChartIndicator;
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#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
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||||
@@ -103,7 +97,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
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||||
|
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(Close))
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return(0);
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||||
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//+------------------------------------------------------------------+
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||||
//| CHV.mq5 |
|
||||
//| Copyright 2009-2017, MetaQuotes Software Corp. |
|
||||
//| http://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Chaikin Volatility"
|
||||
#include <MovingAverages.mqh>
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 1
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 DodgerBlue
|
||||
//--- enum
|
||||
enum SmoothMethod
|
||||
{
|
||||
SMA=0,// Simple MA
|
||||
EMA=1 // Exponential MA
|
||||
};
|
||||
//--- input parameters
|
||||
input int InpSmoothPeriod=10; // Smoothing period
|
||||
input int InpCHVPeriod=10; // CHV period
|
||||
input SmoothMethod InpSmoothType=EMA; // Smoothing method
|
||||
//---- buffers
|
||||
double ExtCHVBuffer[];
|
||||
double ExtHLBuffer[];
|
||||
double ExtSHLBuffer[];
|
||||
//--- global variables
|
||||
int ExtSmoothPeriod,ExtCHVPeriod;
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
{
|
||||
//--- check for input variables
|
||||
string MAName;
|
||||
//--- set MA name
|
||||
if(InpSmoothType==SMA)
|
||||
MAName="SMA";
|
||||
else
|
||||
MAName="EMA";
|
||||
//--- check inputs
|
||||
if(InpSmoothPeriod<=0)
|
||||
{
|
||||
ExtSmoothPeriod=10;
|
||||
printf("Incorrect value for input variable InpSmoothPeriod=%d. Indicator will use value=%d for calculations.",InpSmoothPeriod,ExtSmoothPeriod);
|
||||
}
|
||||
else ExtSmoothPeriod=InpSmoothPeriod;
|
||||
if(InpCHVPeriod<=0)
|
||||
{
|
||||
ExtCHVPeriod=10;
|
||||
printf("Incorrect value for input variable InpCHVPeriod=%d. Indicator will use value=%d for calculations.",InpCHVPeriod,ExtCHVPeriod);
|
||||
}
|
||||
else ExtCHVPeriod=InpCHVPeriod;
|
||||
//---- define buffers
|
||||
SetIndexBuffer(0,ExtCHVBuffer);
|
||||
SetIndexBuffer(1,ExtHLBuffer,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(2,ExtSHLBuffer,INDICATOR_CALCULATIONS);
|
||||
//--- set draw begin
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtSmoothPeriod+ExtCHVPeriod-1);
|
||||
//--- set index label
|
||||
PlotIndexSetString(0,PLOT_LABEL,"CHV("+string(ExtSmoothPeriod)+","+MAName+")");
|
||||
//--- indicator name
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"Chaikin Volatility("+string(ExtSmoothPeriod)+","+MAName+")");
|
||||
//--- round settings
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,1);
|
||||
//---- OnInit done
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
//--- variables of indicator
|
||||
int i,pos,posCHV;
|
||||
//--- check for rates total
|
||||
posCHV=ExtCHVPeriod+ExtSmoothPeriod-2;
|
||||
if(rates_total<posCHV)
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
//--- start working
|
||||
if(_prev_calculated<1)
|
||||
pos=0;
|
||||
else pos=_prev_calculated-1;
|
||||
//--- fill H-L(i) buffer
|
||||
for(i=pos;i<rates_total && !IsStopped();i++) ExtHLBuffer[i]=customChartIndicator.High[i]-customChartIndicator.Low[i];
|
||||
//--- calculate smoothed H-L(i) buffer
|
||||
if(pos<ExtSmoothPeriod-1)
|
||||
{
|
||||
pos=ExtSmoothPeriod-1;
|
||||
for(i=0;i<pos;i++) ExtSHLBuffer[i]=0.0;
|
||||
}
|
||||
if(InpSmoothType==SMA)
|
||||
SimpleMAOnBuffer(rates_total,_prev_calculated,0,ExtSmoothPeriod,ExtHLBuffer,ExtSHLBuffer);
|
||||
else
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,ExtSmoothPeriod,ExtHLBuffer,ExtSHLBuffer);
|
||||
//--- correct calc position
|
||||
if(pos<posCHV) pos=posCHV;
|
||||
//--- calculate CHV buffer
|
||||
for(i=pos;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
if(ExtSHLBuffer[i-ExtCHVPeriod]!=0.0)
|
||||
ExtCHVBuffer[i]=100.0*(ExtSHLBuffer[i]-ExtSHLBuffer[i-ExtCHVPeriod])/ExtSHLBuffer[i-ExtCHVPeriod];
|
||||
else
|
||||
ExtCHVBuffer[i]=0.0;
|
||||
}
|
||||
//----
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
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Binary file not shown.
+2
-7
@@ -55,15 +55,10 @@ double dtoss[];
|
||||
double dtosf1[];
|
||||
double dtosf2[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -112,7 +107,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,133 @@
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Envelopes.mq5 |
|
||||
//| Copyright 2009, MetaQuotes Software Corp. |
|
||||
//| http://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
//--- indicator settings
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 2
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color1 Blue
|
||||
#property indicator_color2 Red
|
||||
#property indicator_label1 "Upper band"
|
||||
#property indicator_label2 "Lower band"
|
||||
//--- input parameters
|
||||
input int InpMAPeriod=14; // Period
|
||||
input int InpMAShift=0; // Shift
|
||||
input ENUM_MA_METHOD InpMAMethod=MODE_SMA; // Method
|
||||
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
|
||||
input double InpDeviation=0.1; // Deviation
|
||||
//--- indicator buffers
|
||||
double ExtUpBuffer[];
|
||||
double ExtDownBuffer[];
|
||||
double ExtMABuffer[];
|
||||
int weightSum;
|
||||
|
||||
//--- MA handle
|
||||
//int ExtMAHandle;
|
||||
|
||||
#include <MovingAverages.mqh>
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,ExtUpBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,ExtDownBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,ExtMABuffer,INDICATOR_CALCULATIONS);
|
||||
//---
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
|
||||
//--- sets first bar from what index will be drawn
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpMAPeriod-1);
|
||||
//--- name for DataWindow
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"Env("+string(InpMAPeriod)+")");
|
||||
PlotIndexSetString(0,PLOT_LABEL,"Env("+string(InpMAPeriod)+")Upper");
|
||||
PlotIndexSetString(1,PLOT_LABEL,"Env("+string(InpMAPeriod)+")Lower");
|
||||
//---- line shifts when drawing
|
||||
PlotIndexSetInteger(0,PLOT_SHIFT,InpMAShift);
|
||||
PlotIndexSetInteger(1,PLOT_SHIFT,InpMAShift);
|
||||
//---
|
||||
|
||||
customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
|
||||
|
||||
//--- initialization done
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Envelopes |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const datetime &Time[],
|
||||
const double &Open[],
|
||||
const double &High[],
|
||||
const double &Low[],
|
||||
const double &Close[],
|
||||
const long &TickVolume[],
|
||||
const long &Volume[],
|
||||
const int &Spread[])
|
||||
{
|
||||
int i,limit;
|
||||
//--- check for bars count
|
||||
if(rates_total<InpMAPeriod)
|
||||
return(0);
|
||||
//--
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//--- we can copy not all data
|
||||
int to_copy;
|
||||
if(_prev_calculated>rates_total || _prev_calculated<0) to_copy=rates_total;
|
||||
else
|
||||
{
|
||||
to_copy=rates_total-_prev_calculated;
|
||||
if(_prev_calculated>0) to_copy++;
|
||||
}
|
||||
//---- get ma buffer
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
|
||||
switch(InpMAMethod)
|
||||
{
|
||||
case MODE_SMA:
|
||||
SimpleMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
|
||||
break;
|
||||
|
||||
case MODE_EMA:
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
|
||||
break;
|
||||
|
||||
case MODE_SMMA:
|
||||
SmoothedMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer);
|
||||
break;
|
||||
|
||||
case MODE_LWMA:
|
||||
LinearWeightedMAOnBuffer(rates_total,_prev_calculated,0,InpMAPeriod,customChartIndicator.Price,ExtMABuffer,weightSum);
|
||||
break;
|
||||
}
|
||||
|
||||
//--- preliminary calculations
|
||||
limit=_prev_calculated-1;
|
||||
if(limit<InpMAPeriod)
|
||||
limit=InpMAPeriod;
|
||||
//--- the main loop of calculations
|
||||
for(i=limit;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
ExtUpBuffer[i]=(1+InpDeviation/100.0)*ExtMABuffer[i];
|
||||
ExtDownBuffer[i]=(1-InpDeviation/100.0)*ExtMABuffer[i];
|
||||
}
|
||||
//--- done
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -21,15 +21,10 @@ double ExtLowerBuffer[];
|
||||
//--- 10 pixels upper from high price
|
||||
int ExtArrowShift=-10;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -66,15 +61,42 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const int &Spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int i,limit;
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
+1
-2
@@ -19,8 +19,7 @@
|
||||
|
||||
//
|
||||
//
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
//
|
||||
//
|
||||
|
||||
Binary file not shown.
+30
-8
@@ -31,15 +31,10 @@ int ma_high_handle;
|
||||
int ma_low_handle;
|
||||
int period;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -97,15 +92,42 @@ int OnCalculate(const int rates_total,
|
||||
if(rates_total<period+1)return(0);
|
||||
|
||||
//
|
||||
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
ArraySetAsSeries(customChartIndicator.Close,true);
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,395 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| HalfTrend.mq5 |
|
||||
//| Copyright 2020, MetaQuotes Software Corp. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2020, MetaQuotes Software Corp."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 10
|
||||
#property indicator_plots 6
|
||||
//--- plot
|
||||
#property indicator_label1 "UP"
|
||||
#property indicator_color1 MediumOrchid // up[] DodgerBlue
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_width1 2
|
||||
|
||||
#property indicator_label2 "DN"
|
||||
#property indicator_color2 Red // down[]
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_width2 2
|
||||
|
||||
#property indicator_label3 "ATR-LOW"
|
||||
#property indicator_color3 Red // atrlo[],atrhi[]
|
||||
#property indicator_type3 DRAW_LINE //
|
||||
#property indicator_width3 1
|
||||
|
||||
#property indicator_label4 "ATR-HIGH"
|
||||
#property indicator_color4 MediumOrchid // atrlo[],atrhi[]
|
||||
#property indicator_type4 DRAW_LINE //From Histogram
|
||||
#property indicator_width4 1
|
||||
|
||||
#property indicator_label5 "ARR-UP"
|
||||
#property indicator_color5 MediumOrchid // arrdwn[]
|
||||
#property indicator_type5 DRAW_ARROW
|
||||
#property indicator_width5 1
|
||||
|
||||
#property indicator_label6 "ARR-DN"
|
||||
#property indicator_color6 Red // arrup[]
|
||||
#property indicator_type6 DRAW_ARROW
|
||||
#property indicator_width6 1
|
||||
|
||||
input int Diamond = 2;
|
||||
input int ChannelDeviation = 2;
|
||||
input bool ShowChannels = true;
|
||||
input bool ShowArrows = true;
|
||||
input bool alertsOn = false;
|
||||
input bool alertsOnCurrent = false;
|
||||
input bool alertsMessage = true;
|
||||
input bool alertsSound = true;
|
||||
input bool alertsEmail = false;
|
||||
input int lookback = 256; // Maximum lookback period
|
||||
|
||||
bool nexttrend;
|
||||
double minhighprice, maxlowprice;
|
||||
double up[], down[], atrlo[], atrhi[], trend[];
|
||||
double arrup[], arrdwn[];
|
||||
//int ind_mahi, ind_malo, ind_atr;
|
||||
//double iMAHigh[], iMALow[], iATRx[];
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
#include <AZ-INVEST/SDK/IndicatorAccess.mqh>
|
||||
#include <IncOnRingBuffer\CATROnRingBuffer.mqh>
|
||||
#include <IncOnRingBuffer\CMAOnRingBuffer.mqh>
|
||||
|
||||
CIndicatorAccess iAccess;
|
||||
CATROnRingBuffer atr;
|
||||
CMAOnRingBuffer maHigh;
|
||||
CMAOnRingBuffer maLow;
|
||||
|
||||
//iMAHigh, iMALow, iATRx
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0, up, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, down, INDICATOR_DATA);
|
||||
|
||||
SetIndexBuffer(2, atrlo, INDICATOR_DATA);
|
||||
SetIndexBuffer(3, atrhi, INDICATOR_DATA);
|
||||
|
||||
SetIndexBuffer(4, arrup, INDICATOR_DATA);
|
||||
SetIndexBuffer(5, arrdwn, INDICATOR_DATA);
|
||||
|
||||
SetIndexBuffer(6, trend, INDICATOR_CALCULATIONS);
|
||||
// SetIndexBuffer(7, iMAHigh, INDICATOR_CALCULATIONS);
|
||||
// SetIndexBuffer(8, iMALow, INDICATOR_CALCULATIONS);
|
||||
// SetIndexBuffer(9, iATRx, INDICATOR_CALCULATIONS);
|
||||
|
||||
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
|
||||
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);
|
||||
ArraySetAsSeries(up, true);
|
||||
ArraySetAsSeries(down, true);
|
||||
ArraySetAsSeries(atrlo, true);
|
||||
ArraySetAsSeries(atrhi, true);
|
||||
ArraySetAsSeries(arrup, true);
|
||||
ArraySetAsSeries(arrdwn, true);
|
||||
ArraySetAsSeries(trend, true);
|
||||
// ArraySetAsSeries(iMAHigh, true);
|
||||
// ArraySetAsSeries(iMALow, true);
|
||||
// ArraySetAsSeries(iATRx, true);
|
||||
if(ShowChannels)
|
||||
{
|
||||
|
||||
PlotIndexSetInteger(2,PLOT_LINE_COLOR,0,clrDodgerBlue);
|
||||
PlotIndexSetInteger(3,PLOT_LINE_COLOR,0,clrRed);
|
||||
PlotIndexSetInteger(2,PLOT_LINE_STYLE,STYLE_DOT);
|
||||
PlotIndexSetInteger(3,PLOT_LINE_STYLE,STYLE_DOT);
|
||||
}
|
||||
else
|
||||
{
|
||||
PlotIndexSetInteger(2,PLOT_LINE_COLOR,0,clrNONE);
|
||||
PlotIndexSetInteger(3,PLOT_LINE_COLOR,0,clrNONE);
|
||||
|
||||
}
|
||||
|
||||
|
||||
if(ShowArrows)
|
||||
{
|
||||
|
||||
bool rep5= PlotIndexSetInteger(4, PLOT_DRAW_TYPE, DRAW_ARROW);
|
||||
bool rep6=PlotIndexSetInteger(5, PLOT_DRAW_TYPE, DRAW_ARROW);
|
||||
PlotIndexSetInteger(4, PLOT_ARROW, 233); //233
|
||||
PlotIndexSetInteger(5, PLOT_ARROW, 234); //234
|
||||
//Comment(ShowArrows +"\n"+rep5 +"\n"+ rep6);
|
||||
|
||||
}
|
||||
else
|
||||
{ PlotIndexSetInteger(4, PLOT_DRAW_TYPE, DRAW_NONE);
|
||||
PlotIndexSetInteger(5, PLOT_DRAW_TYPE, DRAW_NONE);
|
||||
}
|
||||
|
||||
|
||||
//ind_mahi = iMA(NULL, 0, Diamond, 0, MODE_SMA, PRICE_HIGH);
|
||||
//ind_malo = iMA(NULL, 0, Diamond, 0, MODE_SMA, PRICE_LOW);
|
||||
//ind_atr = iATR(NULL, 0, 100);
|
||||
//if(ind_mahi == INVALID_HANDLE || ind_mahi == INVALID_HANDLE || ind_atr == INVALID_HANDLE)
|
||||
// {
|
||||
// PrintFormat("Failed to create handle of the indicators, error code %d", GetLastError());
|
||||
// return(INIT_FAILED);
|
||||
//}
|
||||
|
||||
customChartIndicator.SetGetTimeFlag();
|
||||
|
||||
if(!atr.Init(100,MODE_SMA,lookback))
|
||||
{
|
||||
PrintFormat("Failed to create ATR on ring buffer");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
if(!maHigh.Init(Diamond, MODE_SMA, lookback))
|
||||
{
|
||||
PrintFormat("Failed to create maHigh on ring buffer");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
if(!maLow.Init(Diamond, MODE_SMA, lookback))
|
||||
{
|
||||
PrintFormat("Failed to create maLow on ring buffer");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
|
||||
nexttrend = 0;
|
||||
minhighprice = iHigh(NULL, 0, Bars(NULL, 0) - 1); // ?
|
||||
maxlowprice = iLow(NULL, 0, Bars(NULL, 0) - 1); // ?
|
||||
return (INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| |`
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(
|
||||
const int rates_total, // size of input time series
|
||||
const int prev_calculated, // number of handled bars at the previous call
|
||||
const datetime& time[], // Time array
|
||||
const double& open[], // Open array
|
||||
const double& high[], // High array
|
||||
const double& low[], // Low array
|
||||
const double& close[], // Close array
|
||||
const long& tick_volume[], // Tick Volume array
|
||||
const long& volume[], // Real Volume array
|
||||
const int& spread[] // Spread array
|
||||
)
|
||||
{
|
||||
//
|
||||
// Process data through custom chart indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
int _rates_total = ArraySize(customChartIndicator.Close);
|
||||
|
||||
//
|
||||
|
||||
int i, limit, to_copy;
|
||||
double _atr, lowprice_i, highprice_i, lowma, highma;
|
||||
|
||||
ArraySetAsSeries(customChartIndicator.Time, true);
|
||||
ArraySetAsSeries(customChartIndicator.High, true);
|
||||
ArraySetAsSeries(customChartIndicator.Low, true);
|
||||
ArraySetAsSeries(customChartIndicator.Close, true);
|
||||
|
||||
if(_prev_calculated > _rates_total || _prev_calculated < 0) to_copy = _rates_total;
|
||||
else
|
||||
{
|
||||
to_copy = _rates_total - _prev_calculated;
|
||||
if(_prev_calculated > 0)
|
||||
to_copy += 10;
|
||||
}
|
||||
|
||||
// if(!RefreshBuffers(iMAHigh, iMALow, iATRx, ind_mahi, ind_malo, ind_atr, to_copy))
|
||||
// return(0);
|
||||
|
||||
atr.MainOnArray(_rates_total,_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close);
|
||||
maHigh.MainOnArray(_rates_total, _prev_calculated, customChartIndicator.High);
|
||||
maLow.MainOnArray(_rates_total, _prev_calculated, customChartIndicator.Low);
|
||||
//
|
||||
|
||||
if(_prev_calculated == 0)
|
||||
limit = _rates_total - 2;
|
||||
else
|
||||
limit = _rates_total - _prev_calculated + 1;
|
||||
|
||||
for(i = limit; i >= 0; i--)
|
||||
{
|
||||
//lowprice_i = iLow(NULL, 0, iLowest(NULL, 0, MODE_LOW, Diamond, i));
|
||||
//highprice_i = iHigh(NULL, 0, iHighest(NULL, 0, MODE_HIGH, Diamond, i));
|
||||
//lowma = NormalizeDouble(iMALow[i], _Digits);
|
||||
//highma = NormalizeDouble(iMAHigh[i], _Digits);
|
||||
|
||||
lowprice_i = customChartIndicator.Low[iAccess.Lowest(customChartIndicator.Low, Diamond, i)];
|
||||
highprice_i = customChartIndicator.High[iAccess.Highest(customChartIndicator.High, Diamond, i)];
|
||||
lowma = NormalizeDouble(maLow[i], _Digits);
|
||||
highma = NormalizeDouble(maHigh[i], _Digits);
|
||||
|
||||
//
|
||||
|
||||
trend[i] = trend[i + 1];
|
||||
|
||||
//atr = iATRx[i] / 2;
|
||||
_atr = atr[i] / 2;
|
||||
|
||||
arrup[i] = EMPTY_VALUE;
|
||||
arrdwn[i] = EMPTY_VALUE;
|
||||
|
||||
if(trend[i + 1] != 1.0)
|
||||
{
|
||||
maxlowprice = MathMax(lowprice_i, maxlowprice);
|
||||
if(highma < maxlowprice && customChartIndicator.Close[i] < customChartIndicator.Low[i + 1])
|
||||
{
|
||||
trend[i] = 1.0;
|
||||
nexttrend = 0;
|
||||
minhighprice = highprice_i;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
minhighprice = MathMin(highprice_i, minhighprice);
|
||||
if(lowma > minhighprice && customChartIndicator.Close[i] > customChartIndicator.High[i + 1])
|
||||
{
|
||||
trend[i] = 0.0;
|
||||
nexttrend = 1;
|
||||
maxlowprice = lowprice_i;
|
||||
}
|
||||
}
|
||||
//---
|
||||
if(trend[i] == 0.0)
|
||||
{
|
||||
if(trend[i + 1] != 0.0)
|
||||
{
|
||||
up[i] = down[i + 1];
|
||||
up[i + 1] = up[i];
|
||||
arrup[i] = up[i] - 2 * _atr;
|
||||
}
|
||||
else
|
||||
{
|
||||
up[i] = MathMax(maxlowprice, up[i + 1]);
|
||||
}
|
||||
|
||||
|
||||
atrhi[i] = up[i] + ChannelDeviation*_atr;
|
||||
atrlo[i] = up[i] - ChannelDeviation*_atr;
|
||||
down[i] = 0.0;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(trend[i + 1] != 1.0)
|
||||
{
|
||||
down[i] = up[i + 1];
|
||||
down[i + 1] = down[i];
|
||||
arrdwn[i] = down[i] + 2 * _atr;
|
||||
}
|
||||
else
|
||||
{
|
||||
down[i] = MathMin(minhighprice, down[i + 1]);
|
||||
}
|
||||
|
||||
|
||||
atrhi[i] = down[i] + ChannelDeviation*_atr;
|
||||
atrlo[i] = down[i] - ChannelDeviation*_atr;
|
||||
up[i] = 0.0;
|
||||
}
|
||||
}
|
||||
manageAlerts();
|
||||
return (rates_total);
|
||||
}
|
||||
|
||||
/*
|
||||
//+------------------------------------------------------------------+
|
||||
//| Filling indicator buffers from the indicators |
|
||||
//+------------------------------------------------------------------+
|
||||
bool RefreshBuffers(double &hi_buffer[],
|
||||
double &lo_buffer[],
|
||||
double &atr_buffer[],
|
||||
int hi_handle,
|
||||
int lo_handle,
|
||||
int atr_handle,
|
||||
int amount
|
||||
)
|
||||
{
|
||||
//--- reset error code
|
||||
ResetLastError();
|
||||
//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index
|
||||
if(CopyBuffer(hi_handle, 0, 0, amount, hi_buffer) < 0)
|
||||
{
|
||||
//--- if the copying fails, tell the error code
|
||||
PrintFormat("Failed to copy data from the MaHigh indicator, error code %d", GetLastError());
|
||||
//--- quit with zero result - it means that the indicator is considered as not calculated
|
||||
return(false);
|
||||
}
|
||||
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
|
||||
if(CopyBuffer(lo_handle, 0, 0, amount, lo_buffer) < 0)
|
||||
{
|
||||
//--- if the copying fails, tell the error code
|
||||
PrintFormat("Failed to copy data from the MaLow indicator, error code %d", GetLastError());
|
||||
//--- quit with zero result - it means that the indicator is considered as not calculated
|
||||
return(false);
|
||||
}
|
||||
//--- fill a part of the StdDevBuffer array with values from the indicator buffer
|
||||
if(CopyBuffer(atr_handle, 0, 0, amount, atr_buffer) < 0)
|
||||
{
|
||||
//--- if the copying fails, tell the error code
|
||||
PrintFormat("Failed to copy data from the ATR indicator, error code %d", GetLastError());
|
||||
//--- quit with zero result - it means that the indicator is considered as not calculated
|
||||
return(false);
|
||||
}
|
||||
//--- everything is fine
|
||||
return(true);
|
||||
}
|
||||
*/
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void manageAlerts()
|
||||
{
|
||||
int whichBar;
|
||||
if (alertsOn)
|
||||
{
|
||||
if (alertsOnCurrent)
|
||||
whichBar = 0;
|
||||
else
|
||||
whichBar = 1;
|
||||
if (arrup[whichBar] != EMPTY_VALUE) doAlert(whichBar, "up");
|
||||
if (arrdwn[whichBar] != EMPTY_VALUE) doAlert(whichBar, "down");
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void doAlert(int forBar, string doWhat)
|
||||
{
|
||||
static string previousAlert = "nothing";
|
||||
static datetime previousTime;
|
||||
string message;
|
||||
if (previousAlert != doWhat || previousTime != iTime(NULL, 0, forBar))
|
||||
{
|
||||
previousAlert = doWhat;
|
||||
previousTime = iTime(NULL, 0, forBar);
|
||||
message = StringFormat("%s at %s", Symbol(), TimeToString(TimeLocal(), TIME_SECONDS), " HalfTrend signal ", doWhat);
|
||||
if (alertsMessage) Alert(message);
|
||||
if (alertsEmail) SendMail(Symbol(), StringFormat("HalfTrend %s", message));
|
||||
if (alertsSound) PlaySound("alert2.wav");
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
+28
-8
@@ -20,15 +20,10 @@ double ExtLBuffer[];
|
||||
double ExtCBuffer[];
|
||||
double ExtColorBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -67,13 +62,38 @@ int OnCalculate(const int rates_total,
|
||||
int i,limit;
|
||||
|
||||
//
|
||||
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
Binary file not shown.
@@ -6,7 +6,6 @@
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Ichimoku Kinko Hyo"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
//--- indicator settings
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 5
|
||||
@@ -34,15 +33,10 @@ double ExtSpanABuffer[];
|
||||
double ExtSpanBBuffer[];
|
||||
double ExtChikouBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -116,13 +110,38 @@ int OnCalculate(const int rates_total,
|
||||
const int &spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
Binary file not shown.
BIN
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
+5
-2
@@ -14,8 +14,11 @@ input int LRPeriod = 20; // Bars in regression
|
||||
// The main buffer - drawing a line on a chart
|
||||
double ExtLRBuffer[];
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
Binary file not shown.
@@ -21,15 +21,10 @@ input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE;
|
||||
//--- indicator buffers
|
||||
double ExtLineBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -197,16 +192,43 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
{
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
int _begin = 0;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- check for bars count
|
||||
Binary file not shown.
@@ -6,8 +6,6 @@
|
||||
#property copyright "2009, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Moving Average Convergence/Divergence"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
|
||||
#include <MovingAverages.mqh>
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
@@ -37,8 +35,11 @@ double ExtFastMaBuffer[];
|
||||
double ExtSlowMaBuffer[];
|
||||
double ExtMacdBuffer[];
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
@@ -72,36 +73,62 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const long &Volume[],
|
||||
const int &Spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
int _rates_total = customChartIndicator.GetRatesTotal();
|
||||
|
||||
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- check for data
|
||||
if(_rates_total<InpSignalSMA)
|
||||
if(rates_total<InpSignalSMA)
|
||||
return(0);
|
||||
//--- we can copy not all data
|
||||
int to_copy;
|
||||
if(_prev_calculated>_rates_total || _prev_calculated<0) to_copy=_rates_total;
|
||||
if(_prev_calculated>rates_total || _prev_calculated<0) to_copy=rates_total;
|
||||
else
|
||||
{
|
||||
to_copy=_rates_total-_prev_calculated;
|
||||
to_copy=rates_total-_prev_calculated;
|
||||
if(_prev_calculated>0) to_copy++;
|
||||
}
|
||||
|
||||
//--- get Fast EMA buffer
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
ExponentialMAOnBuffer(_rates_total,_prev_calculated,0,InpFastEMA,customChartIndicator.Close,ExtFastMaBuffer);
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpFastEMA,customChartIndicator.Close,ExtFastMaBuffer);
|
||||
//--- get SlowSMA buffer
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
ExponentialMAOnBuffer(_rates_total,_prev_calculated,0,InpSlowEMA,customChartIndicator.Close,ExtSlowMaBuffer);
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpSlowEMA,customChartIndicator.Close,ExtSlowMaBuffer);
|
||||
//---
|
||||
int limit;
|
||||
if(_prev_calculated==0)
|
||||
@@ -109,7 +136,7 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
else limit=_prev_calculated-1;
|
||||
//--- calculate MACD
|
||||
|
||||
for(int i=limit;i<_rates_total && !IsStopped();i++)
|
||||
for(int i=limit;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
ExtMacdBuffer[i] = ExtFastMaBuffer[i]-ExtSlowMaBuffer[i];
|
||||
if(ExtMacdBuffer[i] > 0)
|
||||
@@ -124,9 +151,8 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
}
|
||||
}
|
||||
//--- calculate Signal
|
||||
SimpleMAOnBuffer(_rates_total,_prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
|
||||
SimpleMAOnBuffer(rates_total,_prev_calculated,0,InpSignalSMA,ExtMacdBuffer,ExtSignalBuffer);
|
||||
//--- OnCalculate done. Return new _prev_calculated.
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -6,8 +6,6 @@
|
||||
#property copyright "2009, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Moving Average Convergence/Divergence"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
|
||||
#include <MovingAverages.mqh>
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
@@ -35,8 +33,7 @@ double ExtMacdBuffer[];
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
@@ -78,13 +75,12 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
int _rates_total = customChartIndicator.GetRatesTotal();
|
||||
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
@@ -100,7 +96,6 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
to_copy=rates_total-_prev_calculated;
|
||||
if(_prev_calculated>0) to_copy++;
|
||||
}
|
||||
|
||||
//--- get Fast EMA buffer
|
||||
if(IsStopped()) return(0); //Checking for stop flag
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpFastEMA,customChartIndicator.Close,ExtFastMaBuffer);
|
||||
Binary file not shown.
@@ -21,16 +21,12 @@ double ExtMomentumBuffer[];
|
||||
//--- global variable
|
||||
int ExtMomentumPeriod;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -88,15 +84,42 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
static int begin = 0;
|
||||
|
||||
//
|
||||
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- start calculation
|
||||
Binary file not shown.
@@ -47,15 +47,10 @@ double Trend[];
|
||||
double ATRBuffer[];
|
||||
int Handle;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -106,13 +101,38 @@ int OnCalculate(const int rates_total,
|
||||
)
|
||||
{
|
||||
//
|
||||
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
Binary file not shown.
@@ -18,18 +18,11 @@ input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
|
||||
//---- indicator buffer
|
||||
double ExtOBVBuffer[];
|
||||
|
||||
//
|
||||
// Initialize RangeBar indicator for data processing
|
||||
// according to settings of the RangeBar indicator already on chart
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| On Balance Volume initialization function |
|
||||
@@ -60,12 +53,12 @@ int OnCalculate(const int rates_total,
|
||||
const int &spread[])
|
||||
{
|
||||
//
|
||||
// Process data through RangeBar indicator
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
Binary file not shown.
@@ -0,0 +1,679 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Oscillator Candles.mq5 |
|
||||
//| Copyright 2015, MetaQuotes Software Corp. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2015, MetaQuotes Software Corp."
|
||||
#property link "https://www.mql5.com"
|
||||
#property description"Oscillator Candles by pipPod"
|
||||
#property version "1.00"
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 1
|
||||
//---
|
||||
#property indicator_type1 DRAW_COLOR_CANDLES
|
||||
#property indicator_color1 clrLimeGreen,clrFireBrick
|
||||
//---
|
||||
#property indicator_levelcolor clrLightSlateGray
|
||||
//---
|
||||
double indicator_level1= 0;
|
||||
double indicator_level2= 20;
|
||||
double indicator_level3= 30;
|
||||
double indicator_level4= 50;
|
||||
double indicator_level5= 70;
|
||||
double indicator_level6= 80;
|
||||
double indicator_level7= 100;
|
||||
double indicator_level8=-100;
|
||||
//---
|
||||
#include <MovingAverages.mqh>
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
enum indicators
|
||||
{
|
||||
INDICATOR_MACD, //Moving Average Convergence/Divergence
|
||||
INDICATOR_STOCHASTIC, //Stochastic Oscillator
|
||||
INDICATOR_RSI, //Relative Strength Index
|
||||
INDICATOR_CCI, //Commodity Channel Index
|
||||
INDICATOR_MOMENTUM, //Momentum Index
|
||||
};
|
||||
//--- indicator to show
|
||||
input indicators Indicator=INDICATOR_MACD;
|
||||
//--- indicator parameters
|
||||
input string MACD;
|
||||
input ushort FastEMA=12; //Fast EMA Period
|
||||
input ushort SlowEMA=26; //Slow EMA Period
|
||||
//---
|
||||
input string Stochastic;
|
||||
input ushort Kperiod=7; //K Period
|
||||
input ushort Slowing=3;
|
||||
input ENUM_STO_PRICE PriceField=STO_LOWHIGH; //Price Field
|
||||
//---
|
||||
input string RSI;
|
||||
input ushort RSIPeriod=14; //RSI Period
|
||||
//---
|
||||
input string CCI;
|
||||
input ushort CCIPeriod=14; //CCI Period
|
||||
//---
|
||||
input string Momentum;
|
||||
input ushort MomPeriod=14; //Momentum Period
|
||||
//---
|
||||
input string _; //---
|
||||
input bool PriceLine=true; //Horizontal Value Line
|
||||
#define priceLine "priceLine"
|
||||
input bool AutoColor=false;//Auto Color Candles
|
||||
//---index buffers for drawing candles
|
||||
double OpenBuffer[];
|
||||
double HighBuffer[];
|
||||
double LowBuffer[];
|
||||
double CloseBuffer[];
|
||||
double ColorBuffer[];
|
||||
//---Stochastic buffers
|
||||
double HighesBuffer[];
|
||||
double LowestBuffer[];
|
||||
//---CCI buffers
|
||||
double PriceBuffer[];
|
||||
double MovAvBuffer[];
|
||||
//---
|
||||
long chartID=ChartID();
|
||||
short window;
|
||||
#define OBJ_NONE -1
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
string shortName;
|
||||
switch(Indicator)
|
||||
{
|
||||
case INDICATOR_MACD:
|
||||
shortName=StringFormat("MACD(%d,%d)",FastEMA,SlowEMA);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,1);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level1);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"MACD Open;MACD High;MACD Low;MACD Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,SlowEMA-1);
|
||||
break;
|
||||
case INDICATOR_STOCHASTIC:
|
||||
shortName=StringFormat("Stochastic(%d,%d)",Kperiod,Slowing);
|
||||
SetIndexBuffer(5,HighesBuffer,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(6,LowestBuffer,INDICATOR_CALCULATIONS);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,3);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level2);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level4);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level6);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"Stoch Open;Stoch High;Stoch Low;Stoch Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,Kperiod-1+Slowing-1);
|
||||
break;
|
||||
case INDICATOR_RSI:
|
||||
shortName=StringFormat("RSI(%d)",RSIPeriod);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,3);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level3);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level4);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level5);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"RSI Open;RSI High;RSI Low;RSI Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,RSIPeriod-1);
|
||||
break;
|
||||
case INDICATOR_CCI:
|
||||
shortName=StringFormat("CCI(%d)",CCIPeriod);
|
||||
SetIndexBuffer(5,PriceBuffer,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(6,MovAvBuffer,INDICATOR_CALCULATIONS);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,3);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level1);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,indicator_level7);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,2,indicator_level8);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"CCI Open;CCI High;CCI Low;CCI Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,CCIPeriod-1);
|
||||
break;
|
||||
case INDICATOR_MOMENTUM:
|
||||
shortName=StringFormat("Momentum(%d)",MomPeriod);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,2);
|
||||
IndicatorSetInteger(INDICATOR_LEVELS,1);
|
||||
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,indicator_level7);
|
||||
PlotIndexSetString(0,PLOT_LABEL,"Mom Open;Mom High;Mom Low;Mom Close");
|
||||
for(int i=0;i<5;i++)
|
||||
PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,MomPeriod-1);
|
||||
}
|
||||
//---set name, get window
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,shortName);
|
||||
window=(short)ChartWindowFind(chartID,shortName);
|
||||
//---index buffers
|
||||
SetIndexBuffer(0,OpenBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,HighBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,LowBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(3,CloseBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(4,ColorBuffer,INDICATOR_COLOR_INDEX);
|
||||
//---color bars
|
||||
if(AutoColor)
|
||||
SetColors();
|
||||
//---delete price line
|
||||
if(!PriceLine && ObjectFind(chartID,priceLine)!=OBJ_NONE)
|
||||
ObjectDelete(chartID,priceLine);
|
||||
//---
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
|
||||
|
||||
//---bars to count
|
||||
int toFill=rates_total-_prev_calculated;
|
||||
if(_prev_calculated>0)
|
||||
toFill++;
|
||||
//---fill OHLC buffers
|
||||
switch(Indicator)
|
||||
{
|
||||
case INDICATOR_MACD:
|
||||
if(MACD(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
break;
|
||||
case INDICATOR_STOCHASTIC:
|
||||
if(Stochastic(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
break;
|
||||
case INDICATOR_RSI:
|
||||
if(RSI(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
break;
|
||||
case INDICATOR_CCI:
|
||||
if(CCI(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
break;
|
||||
case INDICATOR_MOMENTUM:
|
||||
if(Momentum(customChartIndicator.GetRatesTotal(),_prev_calculated,customChartIndicator.High,customChartIndicator.Low,customChartIndicator.Close)!=toFill)
|
||||
return(0);
|
||||
}
|
||||
//--- return value of prev_calculated for next call
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Moving Average Convergence/Divergence |
|
||||
//+------------------------------------------------------------------+
|
||||
int MACD(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//---check bars and input vars
|
||||
if(rates_total<=SlowEMA || FastEMA<=1 || SlowEMA<FastEMA)
|
||||
return(0);
|
||||
//---declare vars
|
||||
int begin,count=0;
|
||||
double highFast,highSlow,
|
||||
lowFast,lowSlow,
|
||||
closeFast,closeSlow;
|
||||
static double prevCloseFast,prevCloseSlow;
|
||||
//--- initial zero
|
||||
if(prev_calculated==0)
|
||||
{
|
||||
for(int i=0;i<SlowEMA && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
count++;
|
||||
}
|
||||
begin=SlowEMA;
|
||||
}
|
||||
else
|
||||
begin=prev_calculated-1;
|
||||
//--- calculate MACD
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
highFast = ExponentialMA(i,FastEMA,prevCloseFast,high);
|
||||
highSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,high);
|
||||
lowFast = ExponentialMA(i,FastEMA,prevCloseFast,low);
|
||||
lowSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,low);
|
||||
closeFast = ExponentialMA(i,FastEMA,prevCloseFast,close);
|
||||
closeSlow = ExponentialMA(i,SlowEMA,prevCloseSlow,close);
|
||||
//---fill OHLC buffers
|
||||
HighBuffer[i]= highFast-highSlow;
|
||||
LowBuffer[i] = lowFast-lowSlow;
|
||||
CloseBuffer[i]=closeFast-closeSlow;
|
||||
//---check for new bar
|
||||
static int k;
|
||||
if(k!=i)
|
||||
{
|
||||
prevCloseFast = closeFast;
|
||||
prevCloseSlow = closeSlow;
|
||||
OpenBuffer[i] = CloseBuffer[i-1];
|
||||
k=i;
|
||||
}
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//--- macd done. return count.
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Stochastic Oscillator |
|
||||
//+------------------------------------------------------------------+
|
||||
int Stochastic(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- check for bars count
|
||||
if(rates_total<=Kperiod+Slowing || Kperiod<=1)
|
||||
return(0);
|
||||
//--- declare variables
|
||||
int begin,count=0;
|
||||
double sumLowH,sumLowL,sumLowC,sumHigh;
|
||||
double min,max;
|
||||
//---
|
||||
begin=Kperiod-1;
|
||||
if(begin<prev_calculated)
|
||||
begin=prev_calculated-1;
|
||||
else
|
||||
for(int i=0;i<begin && !IsStopped();i++)
|
||||
LowestBuffer[i]=HighesBuffer[i]=0.0;
|
||||
//--- calculate HighesBuffer[] and LowestBuffer[]
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
min = 1000000.0;
|
||||
max =-1000000.0;
|
||||
for(int k=(i-Kperiod+1);k<=i;k++)
|
||||
{
|
||||
switch(PriceField)
|
||||
{
|
||||
case STO_LOWHIGH:
|
||||
if(min>low[k])
|
||||
min=low[k];
|
||||
if(max<high[k])
|
||||
max=high[k];
|
||||
break;
|
||||
case STO_CLOSECLOSE:
|
||||
if(min>close[k])
|
||||
min=close[k];
|
||||
if(max<close[k])
|
||||
max=close[k];
|
||||
}
|
||||
}
|
||||
LowestBuffer[i] = min;
|
||||
HighesBuffer[i] = max;
|
||||
}
|
||||
//--- %K
|
||||
begin=Kperiod-1;
|
||||
if(begin<prev_calculated)
|
||||
begin=prev_calculated-1;
|
||||
else
|
||||
for(int i=0;i<begin && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
count++;
|
||||
}
|
||||
//--- main cycle
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
sumLowH=sumLowL=sumLowC=sumHigh=0.0;
|
||||
for(int k=(i-Slowing+1);k<=i;k++)
|
||||
{
|
||||
sumLowH += (high[i]-LowestBuffer[k]);
|
||||
sumLowL += (low[i]-LowestBuffer[k]);
|
||||
sumLowC += (close[k]-LowestBuffer[k]);
|
||||
sumHigh += (HighesBuffer[k]-LowestBuffer[k]);
|
||||
}
|
||||
//---check for new bar
|
||||
static int k;
|
||||
if(k!=i)
|
||||
{
|
||||
OpenBuffer[i]=CloseBuffer[i-1];
|
||||
k=i;
|
||||
}
|
||||
//---check zero divide and fill candle buffers
|
||||
if(sumHigh==0.0)
|
||||
HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=50.0;
|
||||
else
|
||||
{
|
||||
HighBuffer[i]= OpenBuffer[i]+(sumLowH/sumHigh*100-OpenBuffer[i])/Slowing;
|
||||
LowBuffer[i] = OpenBuffer[i]+(sumLowL/sumHigh*100-OpenBuffer[i])/Slowing;
|
||||
CloseBuffer[i]=sumLowC/sumHigh*100;
|
||||
}
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//--- stochastic done. return count.
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Relative Strength index |
|
||||
//+------------------------------------------------------------------+
|
||||
int RSI(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- check bars and input vars
|
||||
if(rates_total<=RSIPeriod || RSIPeriod<=1)
|
||||
return(0);
|
||||
int begin,count=0;
|
||||
//--- declare vars
|
||||
double diffC,
|
||||
diffH,
|
||||
diffL;
|
||||
double currPositive = 0.0,
|
||||
currNegative = 0.0;
|
||||
static double prevPositive = 0.0,
|
||||
prevNegative = 0.0;
|
||||
//--- preliminary calculations
|
||||
begin=prev_calculated-1;
|
||||
if(begin<=RSIPeriod)
|
||||
{
|
||||
//--- first RSIPeriod values of the indicator are not calculated
|
||||
OpenBuffer[0]=HighBuffer[0]=LowBuffer[0]=CloseBuffer[0]=0.0;
|
||||
double sumPositive = 0.0,
|
||||
sumNegative = 0.0;
|
||||
count++;
|
||||
for(int i=1;i<=RSIPeriod && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
diffC=close[i]-close[i-1];
|
||||
sumPositive += (diffC>0.0? diffC:0.0);
|
||||
sumNegative += (diffC<0.0?-diffC:0.0);
|
||||
count++;
|
||||
}
|
||||
//--- calculate first visible value
|
||||
currPositive = sumPositive/RSIPeriod;
|
||||
currNegative = sumNegative/RSIPeriod;
|
||||
//--- check zero divide, calculate first rsi and fill candle buffers
|
||||
if(currNegative!=0.0)
|
||||
OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
|
||||
CloseBuffer[RSIPeriod]=100.0-100.0/(1.0+currPositive/currNegative);
|
||||
else
|
||||
if(currPositive!=0.0)
|
||||
OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
|
||||
CloseBuffer[RSIPeriod]=100.0;
|
||||
else
|
||||
OpenBuffer[RSIPeriod]=HighBuffer[RSIPeriod]=LowBuffer[RSIPeriod]=
|
||||
CloseBuffer[RSIPeriod]=50.0;
|
||||
prevPositive = currPositive;
|
||||
prevNegative = currNegative;
|
||||
//--- prepare the position value for main calculation
|
||||
begin=RSIPeriod+1;
|
||||
}
|
||||
//--- the main loop of calculations
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
diffC = close[i]-close[i-1];
|
||||
diffH = (high[i]-close[i-1])/RSIPeriod;
|
||||
diffL = (low[i]-close[i-1])/RSIPeriod;
|
||||
currPositive = (prevPositive*(RSIPeriod-1)+(diffC>0.0? diffC:0.0))/RSIPeriod;
|
||||
currNegative = (prevNegative*(RSIPeriod-1)+(diffC<0.0?-diffC:0.0))/RSIPeriod;
|
||||
//--- check zero divide, calculate rsi and fill candle buffers
|
||||
if(prevNegative!=0.0)
|
||||
{
|
||||
HighBuffer[i]= 100.0-100.0/(1.0+(prevPositive+diffH)/prevNegative);
|
||||
LowBuffer[i] = 100.0-100.0/(1.0+prevPositive/(prevNegative-diffL));
|
||||
}
|
||||
else
|
||||
if(prevPositive!=0.0)
|
||||
HighBuffer[i]= LowBuffer[i] = 100.0;
|
||||
else
|
||||
HighBuffer[i]=LowBuffer[i]=50.0;
|
||||
if(currNegative!=0.0)
|
||||
CloseBuffer[i]=100.0-100.0/(1.0+currPositive/currNegative);
|
||||
else
|
||||
if(currPositive!=0.0)
|
||||
CloseBuffer[i]=100.0;
|
||||
else
|
||||
CloseBuffer[i]=50.0;
|
||||
//---check for new bar
|
||||
static int k;
|
||||
if(k!=i)
|
||||
{
|
||||
prevPositive = currPositive;
|
||||
prevNegative = currNegative;
|
||||
OpenBuffer[i]= CloseBuffer[i-1];
|
||||
k=i;
|
||||
}
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//---rsi done.return count.
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Commodity Channel Index |
|
||||
//+------------------------------------------------------------------+
|
||||
int CCI(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- check bars and input vars
|
||||
if(rates_total<=CCIPeriod || CCIPeriod<=1)
|
||||
return(0);
|
||||
//--- declare vars
|
||||
int begin,count=0;
|
||||
double sum,mul;
|
||||
//--- initial zero
|
||||
if(prev_calculated<1)
|
||||
{
|
||||
for(int i=0;i<CCIPeriod-1 && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
PriceBuffer[i] = (high[i]+low[i]+close[i])/3;
|
||||
MovAvBuffer[i] = 0.0;
|
||||
count++;
|
||||
}
|
||||
}
|
||||
//--- calculate position
|
||||
begin=prev_calculated-1;
|
||||
if(begin<CCIPeriod-1)
|
||||
begin=CCIPeriod-1;
|
||||
//--- typical price and its moving average
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
PriceBuffer[i] = (high[i]+low[i]+close[i])/3;
|
||||
MovAvBuffer[i] = SimpleMA(i,CCIPeriod,PriceBuffer);
|
||||
}
|
||||
//--- standard deviations and cci counting
|
||||
mul=0.015/CCIPeriod;
|
||||
begin=prev_calculated-1;
|
||||
if(begin<CCIPeriod-1)
|
||||
begin=CCIPeriod-1;
|
||||
//---
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
sum=0.0;
|
||||
int k=i-CCIPeriod+1;
|
||||
while(k<=i)
|
||||
{
|
||||
sum+=MathAbs(PriceBuffer[k]-MovAvBuffer[i]);
|
||||
k++;
|
||||
}
|
||||
sum*=mul;
|
||||
//---check zero divide and fill candle buffers
|
||||
if(sum==0.0)
|
||||
HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
else
|
||||
{
|
||||
HighBuffer[i]=(high[i]-MovAvBuffer[i])/sum;
|
||||
LowBuffer[i] =(low[i]-MovAvBuffer[i])/sum;
|
||||
CloseBuffer[i]=(close[i]-MovAvBuffer[i])/sum;
|
||||
}
|
||||
//---check for new bar
|
||||
static int m;
|
||||
if(m!=i)
|
||||
{
|
||||
OpenBuffer[i]=CloseBuffer[i-1];
|
||||
m=i;
|
||||
}
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//---cci done. return count.
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Momentum |
|
||||
//+------------------------------------------------------------------+
|
||||
int Momentum(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[])
|
||||
{
|
||||
//--- check bars and input param
|
||||
if(rates_total<=MomPeriod || MomPeriod<=0)
|
||||
return(0);
|
||||
int begin,count=0;
|
||||
//--- initial zero
|
||||
if(prev_calculated<=0)
|
||||
{
|
||||
for(int i=0;i<MomPeriod && !IsStopped();i++)
|
||||
{
|
||||
OpenBuffer[i]=HighBuffer[i]=LowBuffer[i]=CloseBuffer[i]=0.0;
|
||||
count++;
|
||||
}
|
||||
begin=MomPeriod;
|
||||
}
|
||||
else
|
||||
begin=prev_calculated-1;
|
||||
|
||||
static double closeMomPeriod;
|
||||
//--- the main loop of calculations
|
||||
for(int i=begin;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
//---check for new bar
|
||||
static int k;
|
||||
if(k!=i)
|
||||
{
|
||||
closeMomPeriod= close[i-MomPeriod];
|
||||
// if(closeMomPeriod == 0)
|
||||
// continue;
|
||||
|
||||
if(closeMomPeriod == 0)
|
||||
closeMomPeriod = 1;
|
||||
|
||||
|
||||
OpenBuffer[i] = CloseBuffer[i-1];
|
||||
k=i;
|
||||
}
|
||||
|
||||
|
||||
HighBuffer[i]= high[i]*100/closeMomPeriod;
|
||||
LowBuffer[i] = low[i]*100/closeMomPeriod;
|
||||
CloseBuffer[i]=close[i]*100/closeMomPeriod;
|
||||
//---set candle color
|
||||
ColorBuffer[i]=(CloseBuffer[i]>OpenBuffer[i])?0:1;
|
||||
//---horizontal value line
|
||||
if(PriceLine)
|
||||
PriceLine(CloseBuffer[i]);
|
||||
count++;
|
||||
}
|
||||
//--- momentum done. return count
|
||||
return(count);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Horizontal value line |
|
||||
//+------------------------------------------------------------------+
|
||||
void PriceLine(const double &close_price)
|
||||
{
|
||||
if(ObjectFind(chartID,priceLine)!=OBJ_NONE)
|
||||
ObjectDelete(chartID,priceLine);
|
||||
if(!ObjectCreate(chartID,priceLine,OBJ_HLINE,window,0,close_price))
|
||||
{
|
||||
Print(__FUNCTION__,": error ",GetLastError());
|
||||
return;
|
||||
}
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_WIDTH,1);
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_STYLE,STYLE_SOLID);
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_COLOR,clrLightSlateGray);
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_HIDDEN,true);
|
||||
ObjectSetInteger(chartID,priceLine,OBJPROP_SELECTABLE,false);
|
||||
return;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Auto colors for candles |
|
||||
//+------------------------------------------------------------------+
|
||||
bool SetColors()
|
||||
{
|
||||
color colorBase=clrNONE,
|
||||
colorQote=clrNONE;
|
||||
string base,
|
||||
qote;
|
||||
string Name[9] = {"AUD","CAD","CHF","EUR","GBP","JPY","NZD","USD","XAU"};
|
||||
color Color[9] =
|
||||
{
|
||||
clrDarkOrange,clrWhiteSmoke,clrFireBrick,clrRoyalBlue,
|
||||
clrSilver,clrYellow,clrDarkViolet,clrLimeGreen,clrGold
|
||||
};
|
||||
base = StringSubstr(_Symbol,0,3); //Base currency name
|
||||
qote = StringSubstr(_Symbol,3,3); //Quote currency name
|
||||
for(int i=0;i<9;i++)
|
||||
{
|
||||
if(base==Name[i])
|
||||
colorBase=Color[i];
|
||||
if(qote==Name[i])
|
||||
colorQote=Color[i];
|
||||
}
|
||||
if(!PlotIndexSetInteger(0,PLOT_LINE_COLOR,0,colorBase) ||
|
||||
!PlotIndexSetInteger(0,PLOT_LINE_COLOR,1,colorQote))
|
||||
return(false);
|
||||
if(ChartGetInteger(0,CHART_COLOR_CANDLE_BULL)!=colorBase)
|
||||
{
|
||||
if(!ChartSetInteger(0,CHART_COLOR_CANDLE_BULL,colorBase) ||
|
||||
!ChartSetInteger(0,CHART_COLOR_CHART_UP,colorBase))
|
||||
return(false);
|
||||
}
|
||||
if(ChartGetInteger(0,CHART_COLOR_CANDLE_BEAR)!=colorQote)
|
||||
{
|
||||
if(!ChartSetInteger(0,CHART_COLOR_CANDLE_BEAR,colorQote) ||
|
||||
!ChartSetInteger(0,CHART_COLOR_CHART_DOWN,colorQote))
|
||||
return(false);
|
||||
}
|
||||
return(true);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
+30
-9
@@ -5,7 +5,6 @@
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
//--- indicator settings
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 3
|
||||
@@ -25,15 +24,10 @@ bool ExtDirectionLong;
|
||||
double ExtSarStep;
|
||||
double ExtSarMaximum;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -92,15 +86,42 @@ int OnCalculate(const int rates_total,
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- detect current position
|
||||
Binary file not shown.
@@ -0,0 +1,245 @@
|
||||
#property copyright "2017-2020, Artur Zas"
|
||||
#property link "http://www.az-invest.eu"
|
||||
//---- indicator settings
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 5
|
||||
|
||||
#property indicator_label1 "Volume"
|
||||
#property indicator_type1 DRAW_HISTOGRAM // volume
|
||||
#property indicator_color1 Gray
|
||||
#property indicator_style1 0
|
||||
#property indicator_width1 2
|
||||
|
||||
#property indicator_label2 "Buy volume"
|
||||
#property indicator_type2 DRAW_HISTOGRAM // buy volume
|
||||
#property indicator_color2 clrDarkGreen
|
||||
#property indicator_style2 0
|
||||
#property indicator_width2 2
|
||||
|
||||
#property indicator_label3 "Sell volume"
|
||||
#property indicator_type3 DRAW_HISTOGRAM // sell volume
|
||||
#property indicator_color3 clrFireBrick
|
||||
#property indicator_style3 0
|
||||
#property indicator_width3 2
|
||||
|
||||
#property indicator_label4 "Bar volume delta"
|
||||
#property indicator_type4 DRAW_COLOR_HISTOGRAM // bar delta
|
||||
#property indicator_color4 Lime,Red,clrNONE
|
||||
#property indicator_style4 0
|
||||
#property indicator_width4 5
|
||||
|
||||
#property indicator_label5 "Cumulative volume delta"
|
||||
#property indicator_type5 DRAW_COLOR_LINE // cumulative delta
|
||||
#property indicator_color5 Green, Red, clrNONE
|
||||
#property indicator_style5 STYLE_DOT
|
||||
#property indicator_width5 1
|
||||
|
||||
|
||||
//--- input data
|
||||
static ENUM_APPLIED_VOLUME InpVolumeType= (SymbolInfoInteger(_Symbol,SYMBOL_VOLUME) <= 0) ? VOLUME_TICK : VOLUME_REAL; // Volumes
|
||||
|
||||
input bool InpShowVolume = true; // Show volume histogram
|
||||
input bool InpShowBuySellVolume = true; // Show bar's buy/sell volume breakdown
|
||||
input bool InpShowBarDelta = true; // Show bar's buy/sell volume delta
|
||||
input bool InpShowCumulativeDelta = false; // Show cumulative volume delta
|
||||
input int InpCumulativeDeltaScale = 1; // Scale down cumulative volume 1:x
|
||||
|
||||
//---- indicator buffers
|
||||
double ExtBarDeltaBuffer[];
|
||||
double ExtBarDeltaColorsBuffer[];
|
||||
|
||||
double ExtBuyVolumeBuffer[];
|
||||
|
||||
double ExtSellVolumeBuffer[];
|
||||
|
||||
double ExtVolumeBuffer[];
|
||||
|
||||
double ExtCumulativeVolumeBuffer[];
|
||||
double ExtCumulativeVolumeColorBuffer[];
|
||||
|
||||
double cumulativeDelta = 0;
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
{
|
||||
//---- buffers
|
||||
SetIndexBuffer(0,ExtVolumeBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,ExtBuyVolumeBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,ExtSellVolumeBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(3,ExtBarDeltaBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(4,ExtBarDeltaColorsBuffer,INDICATOR_COLOR_INDEX);
|
||||
SetIndexBuffer(5,ExtCumulativeVolumeBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(6,ExtCumulativeVolumeColorBuffer,INDICATOR_COLOR_INDEX);
|
||||
|
||||
//---- name for DataWindow and indicator subwindow label
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"Pro Volume");
|
||||
//---- indicator digits
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,0);
|
||||
|
||||
customChartIndicator.SetGetTimeFlag();
|
||||
customChartIndicator.SetGetVolumesFlag();
|
||||
customChartIndicator.SetGetVolumeBreakdownFlag();
|
||||
//----
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Volumes |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
//---check for rates total
|
||||
if(rates_total<2)
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//--- starting work
|
||||
int start=_prev_calculated-1;
|
||||
//--- correct position
|
||||
// if(start<1) start=1;
|
||||
if(start<0) start=0;
|
||||
//--- main cycle
|
||||
CalculateData(start,rates_total);
|
||||
//--- OnCalculate done. Return new prev_calculated.
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CalculateData(const int nPosition,
|
||||
const int nRatesCount)
|
||||
{
|
||||
double volume,buyVolume,sellVolume,barDelta;
|
||||
|
||||
for(int i=nPosition;i<nRatesCount && !IsStopped();i++)
|
||||
{
|
||||
//--- calculate indicator
|
||||
volume = (InpVolumeType == VOLUME_TICK) ? (double)customChartIndicator.Tick_volume[i] : (double)customChartIndicator.Real_volume[i];
|
||||
buyVolume = customChartIndicator.Buy_volume[i];
|
||||
sellVolume = customChartIndicator.Sell_volume[i];
|
||||
barDelta = buyVolume - sellVolume;
|
||||
//
|
||||
|
||||
if(InpShowVolume)
|
||||
ExtVolumeBuffer[i] = volume;
|
||||
else
|
||||
ExtVolumeBuffer[i] = 0;
|
||||
|
||||
if(InpShowBuySellVolume)
|
||||
{
|
||||
ExtBuyVolumeBuffer[i] = buyVolume;
|
||||
ExtSellVolumeBuffer[i] = sellVolume * (-1);
|
||||
}
|
||||
else
|
||||
{
|
||||
ExtBuyVolumeBuffer[i] = 0;
|
||||
ExtSellVolumeBuffer[i] = 0;
|
||||
}
|
||||
|
||||
if(InpShowBarDelta)
|
||||
{
|
||||
ExtBarDeltaBuffer[i] = barDelta;
|
||||
ExtBarDeltaColorsBuffer[i] = ( ExtBarDeltaBuffer[i] < 0 ) ? 1 : (( ExtBarDeltaBuffer[i] == 0 ) ? 2 : 0 );
|
||||
}
|
||||
else
|
||||
{
|
||||
ExtBarDeltaBuffer[i] = 0;
|
||||
ExtBarDeltaColorsBuffer[i] = 2;
|
||||
}
|
||||
|
||||
if(InpShowCumulativeDelta)
|
||||
{
|
||||
if((i != (nRatesCount-1)) && (i>0))
|
||||
{
|
||||
if(IsNewDay(customChartIndicator.Time[i-1], customChartIndicator.Time[i]))
|
||||
cumulativeDelta = 0; // reset cumulative volme
|
||||
|
||||
cumulativeDelta += barDelta;
|
||||
|
||||
ExtCumulativeVolumeBuffer[i] = cumulativeDelta / InpCumulativeDeltaScale;
|
||||
ExtCumulativeVolumeColorBuffer[i] = ( ExtCumulativeVolumeBuffer[i] < 0 ) ? 1 : (( ExtCumulativeVolumeBuffer[i] == 0 ) ? 2 : 0 );
|
||||
}
|
||||
else
|
||||
{
|
||||
ExtCumulativeVolumeBuffer[i] = (cumulativeDelta + barDelta) / InpCumulativeDeltaScale;
|
||||
ExtCumulativeVolumeColorBuffer[i] = ( ExtCumulativeVolumeBuffer[i] < 0 ) ? 1 : (( ExtCumulativeVolumeBuffer[i] == 0 ) ? 2 : 0 );
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
ExtCumulativeVolumeBuffer[i] = 0;
|
||||
ExtCumulativeVolumeColorBuffer[i] = 2;
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool IsNewDay(datetime prevTime,datetime currTime)
|
||||
{
|
||||
MqlDateTime prev;
|
||||
MqlDateTime curr;
|
||||
|
||||
TimeToStruct(prevTime,prev);
|
||||
TimeToStruct(currTime,curr);
|
||||
|
||||
if(prev.day_of_week != curr.day_of_week)
|
||||
return true;
|
||||
else
|
||||
return false;
|
||||
|
||||
}
|
||||
Binary file not shown.
@@ -0,0 +1,187 @@
|
||||
|
||||
|
||||
//+------------------------------------------------------------------
|
||||
#property copyright "mladen"
|
||||
#property link "mladenfx@gmail.com"
|
||||
#property description "QQE"
|
||||
//+------------------------------------------------------------------
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 4
|
||||
#property indicator_plots 3
|
||||
#property indicator_label1 "QQE fast"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrDarkGray
|
||||
#property indicator_style1 STYLE_DOT
|
||||
#property indicator_label2 "QQE slow"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrDarkGray
|
||||
#property indicator_label3 "QQE"
|
||||
#property indicator_type3 DRAW_COLOR_LINE
|
||||
#property indicator_color3 clrDarkGray,clrDeepSkyBlue,clrLightSalmon
|
||||
#property indicator_width3 2
|
||||
//--- input parameters
|
||||
input int inpRsiPeriod = 14; // RSI period
|
||||
input int inpRsiSmoothingFactor = 5; // RSI smoothing factor
|
||||
input double inpWPFast = 2.618; // Fast period
|
||||
input double inpWPSlow = 4.236; // Slow period
|
||||
input ENUM_APPLIED_PRICE inpPrice=PRICE_CLOSE; // Price
|
||||
//--- buffers declarations
|
||||
double val[],valc[],levs[],levf[];
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,levf,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,levs,INDICATOR_DATA);
|
||||
SetIndexBuffer(2,val,INDICATOR_DATA);
|
||||
SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);
|
||||
//--- indicator short name assignment
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"QQE ("+(string)inpRsiPeriod+","+(string)inpRsiSmoothingFactor+")");
|
||||
//---
|
||||
return (INIT_SUCCEEDED);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator de-initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
///
|
||||
|
||||
if(Bars(_Symbol,_Period)<rates_total) return(_prev_calculated);
|
||||
|
||||
int i=(int)MathMax(_prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)
|
||||
{
|
||||
val[i]=iEma(iRsi(getPrice(inpPrice,customChartIndicator.Open,customChartIndicator.Close,customChartIndicator.High,customChartIndicator.Low,i,rates_total),inpRsiPeriod,i,rates_total),inpRsiSmoothingFactor,i,rates_total,0);
|
||||
double _iEma = iEma((i>0 ? MathAbs(val[i-1]-val[i]) : 0),inpRsiPeriod,i,rates_total,1);
|
||||
double _iEmm = iEma( _iEma,inpRsiPeriod,i,rates_total,2);
|
||||
double _iEmf = _iEmm*inpWPFast;
|
||||
double _iEms = _iEmm*inpWPSlow;
|
||||
//
|
||||
//---
|
||||
//
|
||||
{
|
||||
double tr = (i>0) ? levs[i-1] : 0;
|
||||
double dv = tr;
|
||||
if(val[i] < tr) { tr = val[i] + _iEms; if((i>0 && val[i-1] < dv) && (tr > dv)) tr = dv; }
|
||||
if(val[i] > tr) { tr = val[i] - _iEms; if((i>0 && val[i-1] > dv) && (tr < dv)) tr = dv; }
|
||||
levs[i]=tr;
|
||||
}
|
||||
{
|
||||
double tr = (i>0) ? levf[i-1] : 0;
|
||||
double dv = tr;
|
||||
if(val[i] < tr) { tr = val[i] + _iEmf; if((i>0 && val[i-1] < dv) && (tr > dv)) tr = dv; }
|
||||
if(val[i] > tr) { tr = val[i] - _iEmf; if((i>0 && val[i-1] > dv) && (tr < dv)) tr = dv; }
|
||||
levf[i]=tr;
|
||||
}
|
||||
valc[i]=(val[i]>levf[i] && val[i]>levs[i]) ? 1 :(val[i]<levf[i] && val[i]<levs[i]) ? 2 :(i>0) ? valc[i-1]: 0;
|
||||
}
|
||||
return (i);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom functions |
|
||||
//+------------------------------------------------------------------+
|
||||
#define rsiInstances 1
|
||||
#define rsiInstancesSize 3
|
||||
double workRsi[][rsiInstances*rsiInstancesSize];
|
||||
#define _price 0
|
||||
#define _change 1
|
||||
#define _changa 2
|
||||
//
|
||||
//---
|
||||
//
|
||||
double iRsi(double price,double period,int r,int bars,int instanceNo=0)
|
||||
{
|
||||
if(ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars);
|
||||
int z=instanceNo*rsiInstancesSize;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
workRsi[r][z+_price]=price;
|
||||
if(r<period)
|
||||
{
|
||||
int k; double sum=0; for(k=0; k<period && (r-k-1)>=0; k++) sum+=MathAbs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]);
|
||||
workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/MathMax(k,1);
|
||||
workRsi[r][z+_changa] = sum/MathMax(k,1);
|
||||
}
|
||||
else
|
||||
{
|
||||
double alpha=1.0/MathMax(period,1);
|
||||
double change=workRsi[r][z+_price]-workRsi[r-1][z+_price];
|
||||
workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*( change - workRsi[r-1][z+_change]);
|
||||
workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(MathAbs(change) - workRsi[r-1][z+_changa]);
|
||||
}
|
||||
return(50.0*(workRsi[r][z+_change]/MathMax(workRsi[r][z+_changa],DBL_MIN)+1));
|
||||
}
|
||||
//
|
||||
//---
|
||||
//
|
||||
double workEma[][3];
|
||||
//
|
||||
//---
|
||||
//
|
||||
double iEma(double price,double period,int r,int bars,int instanceNo=0)
|
||||
{
|
||||
if(ArrayRange(workEma,0)!=bars) ArrayResize(workEma,bars);
|
||||
|
||||
//
|
||||
//---
|
||||
//
|
||||
|
||||
workEma[r][instanceNo]=price;
|
||||
if(r>0 && period>1)
|
||||
workEma[r][instanceNo]=workEma[r-1][instanceNo]+2.0/(1.0+period)*(price-workEma[r-1][instanceNo]);
|
||||
return(workEma[r][instanceNo]);
|
||||
}
|
||||
//
|
||||
//---
|
||||
//
|
||||
double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)
|
||||
{
|
||||
switch(tprice)
|
||||
{
|
||||
case PRICE_CLOSE: return(close[i]);
|
||||
case PRICE_OPEN: return(open[i]);
|
||||
case PRICE_HIGH: return(high[i]);
|
||||
case PRICE_LOW: return(low[i]);
|
||||
case PRICE_MEDIAN: return((high[i]+low[i])/2.0);
|
||||
case PRICE_TYPICAL: return((high[i]+low[i]+close[i])/3.0);
|
||||
case PRICE_WEIGHTED: return((high[i]+low[i]+close[i]+close[i])/4.0);
|
||||
}
|
||||
return(0);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -19,15 +19,10 @@ double ExtRocBuffer[];
|
||||
//--- global variable
|
||||
int ExtRocPeriod;
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -80,13 +75,38 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
Binary file not shown.
@@ -25,15 +25,10 @@ double ExtRSIBuffer[];
|
||||
double ExtPosBuffer[];
|
||||
double ExtNegBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -78,15 +73,42 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const int &Spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int i,pos;
|
||||
Binary file not shown.
@@ -0,0 +1,119 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RVI.mq5 |
|
||||
//| Copyright 2009-2017, MetaQuotes Software Corp. |
|
||||
//| http://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Relative Vigor Index"
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 2
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color1 Green
|
||||
#property indicator_color2 Red
|
||||
#property indicator_label1 "RVI"
|
||||
#property indicator_label2 "Signal"
|
||||
//--- input parameters
|
||||
input int InpRVIPeriod=10; // Period
|
||||
//--- indicator buffers
|
||||
double ExtRVIBuffer[];
|
||||
double ExtSignalBuffer[];
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//---
|
||||
#define TRIANGLE_PERIOD 3
|
||||
#define AVERAGE_PERIOD (TRIANGLE_PERIOD*2)
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,ExtRVIBuffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,3);
|
||||
//--- sets first bar from what index will be drawn
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+TRIANGLE_PERIOD);
|
||||
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+AVERAGE_PERIOD);
|
||||
//--- name for DataWindow and indicator subwindow label
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"RVI("+string(InpRVIPeriod)+")");
|
||||
PlotIndexSetString(0,PLOT_LABEL,"RVI("+string(InpRVIPeriod)+")");
|
||||
PlotIndexSetString(1,PLOT_LABEL,"Signal("+string(InpRVIPeriod)+")");
|
||||
//--- initialization done
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Relative Vigor Index |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
int i,j,nLimit;
|
||||
double dValueUp,dValueDown,dNum,dDeNum;
|
||||
|
||||
//--- check for bars count
|
||||
if(rates_total<=InpRVIPeriod+AVERAGE_PERIOD+2) return(0); // exit with zero result
|
||||
|
||||
//
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//--- check for possible errors
|
||||
if(_prev_calculated<0) return(0); // exit with zero result
|
||||
//--- last counted bar will be recounted
|
||||
nLimit=InpRVIPeriod+2;
|
||||
if(_prev_calculated>InpRVIPeriod+TRIANGLE_PERIOD+2)
|
||||
nLimit=prev_calculated-1;
|
||||
//--- set empty value for uncalculated bars
|
||||
if(_prev_calculated==0)
|
||||
{
|
||||
for(i=0;i<InpRVIPeriod+TRIANGLE_PERIOD;i++) ExtRVIBuffer[i]=0.0;
|
||||
for(i=0;i<InpRVIPeriod+AVERAGE_PERIOD;i++) ExtSignalBuffer[i]=0.0;
|
||||
}
|
||||
//--- RVI counted in the 1-st buffer
|
||||
for(i=nLimit;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
dNum=0.0;
|
||||
dDeNum=0.0;
|
||||
for(j=i;j>i-InpRVIPeriod;j--)
|
||||
{
|
||||
dValueUp=customChartIndicator.Close[j]-customChartIndicator.Open[j]+2*(customChartIndicator.Close[j-1]-customChartIndicator.Open[j-1])+2*(customChartIndicator.Close[j-2]-customChartIndicator.Open[j-2])+customChartIndicator.Close[j-3]-customChartIndicator.Open[j-3];
|
||||
dValueDown=customChartIndicator.High[j]-customChartIndicator.Low[j]+2*(customChartIndicator.High[j-1]-customChartIndicator.Low[j-1])+2*(customChartIndicator.High[j-2]-customChartIndicator.Low[j-2])+customChartIndicator.High[j-3]-customChartIndicator.Low[j-3];
|
||||
dNum+=dValueUp;
|
||||
dDeNum+=dValueDown;
|
||||
}
|
||||
if(dDeNum!=0.0)
|
||||
ExtRVIBuffer[i]=dNum/dDeNum;
|
||||
else
|
||||
ExtRVIBuffer[i]=dNum;
|
||||
}
|
||||
//--- signal line counted in the 2-nd buffer
|
||||
nLimit=InpRVIPeriod+TRIANGLE_PERIOD+2;
|
||||
if(_prev_calculated>InpRVIPeriod+AVERAGE_PERIOD+2)
|
||||
nLimit=prev_calculated-1;
|
||||
for(i=nLimit;i<rates_total && !IsStopped();i++) ExtSignalBuffer[i]=(ExtRVIBuffer[i]+2*ExtRVIBuffer[i-1]+2*ExtRVIBuffer[i-2]+ExtRVIBuffer[i-3])/AVERAGE_PERIOD;
|
||||
|
||||
//--- OnCalculate done. Return new prev_calculated.
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -26,8 +26,7 @@ double ExtMABuffer[];
|
||||
int ExtStdDevPeriod,ExtStdDevShift;
|
||||
|
||||
#include <MovingAverages.mqh>
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
Binary file not shown.
+29
-13
@@ -5,7 +5,6 @@
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Adapted for use with TickChart by Artur Zas."
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 4
|
||||
@@ -26,15 +25,10 @@ double ExtSignalBuffer[];
|
||||
double ExtHighesBuffer[];
|
||||
double ExtLowesBuffer[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -78,22 +72,44 @@ int OnCalculate(const int rates_total,const int prev_calculated,
|
||||
const long &Volume[],
|
||||
const int &Spread[])
|
||||
{
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
||||
return(0);
|
||||
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int i,k,start;
|
||||
//--- check for bars count
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,301 @@
|
||||
//------------------------------------------------------------------
|
||||
|
||||
#property copyright "mladen"
|
||||
#property link "www.forex-tsd.com"
|
||||
|
||||
// Inserted by Ale: rebound arrows and TMA angle caution
|
||||
|
||||
//------------------------------------------------------------------
|
||||
|
||||
#property indicator_chart_window
|
||||
#property indicator_buffers 7
|
||||
#property indicator_plots 6
|
||||
|
||||
#property indicator_label1 "Centered TMA"
|
||||
#property indicator_type1 DRAW_COLOR_LINE
|
||||
#property indicator_color1 clrLightSkyBlue,clrPink
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
#property indicator_label2 "Centered TMA upper band"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrLightSkyBlue
|
||||
#property indicator_style2 STYLE_DOT
|
||||
#property indicator_label3 "Centered TMA lower band"
|
||||
#property indicator_type3 DRAW_LINE
|
||||
#property indicator_color3 clrPink
|
||||
#property indicator_style3 STYLE_DOT
|
||||
// ** inserted code:
|
||||
#property indicator_label4 "Rebound down"
|
||||
#property indicator_type4 DRAW_ARROW
|
||||
#property indicator_color4 clrPink
|
||||
#property indicator_width4 2
|
||||
#property indicator_label5 "Rebound up"
|
||||
#property indicator_type5 DRAW_ARROW
|
||||
#property indicator_color5 clrLightSkyBlue
|
||||
#property indicator_width5 2
|
||||
#property indicator_label6 "Centered TMA angle caution"
|
||||
#property indicator_type6 DRAW_ARROW
|
||||
#property indicator_color6 clrGold
|
||||
#property indicator_width6 3
|
||||
// **
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
enum enPrices
|
||||
{
|
||||
pr_close, // Close
|
||||
pr_open, // Open
|
||||
pr_high, // High
|
||||
pr_low, // Low
|
||||
pr_median, // Median
|
||||
pr_typical, // Typical
|
||||
pr_weighted, // Weighted
|
||||
pr_average, // Average (high+low+oprn+close)/4
|
||||
pr_haclose, // Heiken ashi close
|
||||
pr_haopen , // Heiken ashi open
|
||||
pr_hahigh, // Heiken ashi high
|
||||
pr_halow, // Heiken ashi low
|
||||
pr_hamedian, // Heiken ashi median
|
||||
pr_hatypical, // Heiken ashi typical
|
||||
pr_haweighted, // Heiken ashi weighted
|
||||
pr_haaverage // Heiken ashi average
|
||||
};
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
input int HalfLength = 12; // Centered TMA half period
|
||||
input enPrices Price = pr_weighted; // Price to use
|
||||
input int AtrPeriod = 100; // Average true range period
|
||||
input double AtrMultiplier = 2; // Average true range multiplier
|
||||
// ** inserted code:
|
||||
input int TMAangle = 4; // Centered TMA angle caution. In pips
|
||||
// **
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double tmac[];
|
||||
double tmau[];
|
||||
double tmad[];
|
||||
double colorBuffer[];
|
||||
// ** inserted code:
|
||||
double
|
||||
ReboundD[], ReboundU[],
|
||||
Caution[]
|
||||
;
|
||||
// **
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0,tmac,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,colorBuffer,INDICATOR_COLOR_INDEX);
|
||||
SetIndexBuffer(2,tmau,INDICATOR_DATA);
|
||||
SetIndexBuffer(3,tmad,INDICATOR_DATA);
|
||||
// ** inserted code:
|
||||
SetIndexBuffer(4,ReboundD,INDICATOR_DATA); PlotIndexSetInteger(3, PLOT_ARROW, 226);
|
||||
SetIndexBuffer(5,ReboundU,INDICATOR_DATA); PlotIndexSetInteger(4, PLOT_ARROW, 225);
|
||||
SetIndexBuffer(6,Caution,INDICATOR_DATA); PlotIndexSetInteger(5, PLOT_ARROW, 251);
|
||||
// **
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
IndicatorSetString(INDICATOR_SHORTNAME," TMA centered ("+string(HalfLength)+")");
|
||||
return(0);
|
||||
}
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double prices[];
|
||||
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime& time[],
|
||||
const double& open[],
|
||||
const double& high[],
|
||||
const double& low[],
|
||||
const double& close[],
|
||||
const long& tick_volume[],
|
||||
const long& volume[],
|
||||
const int& spread[])
|
||||
{
|
||||
//
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
if (ArraySize(prices)!=rates_total) ArrayResize(prices,rates_total);
|
||||
for (int i=(int)MathMax(_prev_calculated-1, 0); i<rates_total; i++) prices[i] = getPrice(Price,customChartIndicator.Open,customChartIndicator.Close,customChartIndicator.High,customChartIndicator.Low,i,rates_total);
|
||||
for (int i=(int)MathMax(_prev_calculated-HalfLength,0); i<rates_total; i++)
|
||||
{
|
||||
double atr = 0;
|
||||
for (int j=0; j<AtrPeriod && (i-j-11)>=0; j++) atr += MathMax(customChartIndicator.High[i-j-10],customChartIndicator.Close[i-j-11])-MathMin(customChartIndicator.Low[i-j-10],customChartIndicator.Close[i-j-11]);
|
||||
atr /= AtrPeriod;
|
||||
|
||||
double sum = (HalfLength+1)*prices[i];
|
||||
double sumw = (HalfLength+1);
|
||||
for(int j=1, k=HalfLength; j<=HalfLength; j++, k--)
|
||||
{
|
||||
if ((i-j)>=0)
|
||||
{
|
||||
sum += k*prices[i-j];
|
||||
sumw += k;
|
||||
}
|
||||
if ((i+j)<rates_total)
|
||||
{
|
||||
sum += k*prices[i+j];
|
||||
sumw += k;
|
||||
}
|
||||
}
|
||||
tmac[i] = sum/sumw;
|
||||
if (i>0)
|
||||
{
|
||||
colorBuffer[i] = colorBuffer[i-1];
|
||||
if (tmac[i] > tmac[i-1]) colorBuffer[i]= 0;
|
||||
if (tmac[i] < tmac[i-1]) colorBuffer[i]= 1;
|
||||
}
|
||||
tmau[i] = tmac[i]+AtrMultiplier*atr;
|
||||
tmad[i] = tmac[i]-AtrMultiplier*atr;
|
||||
|
||||
|
||||
// ** inserted code:
|
||||
ReboundD[i] = ReboundU[i] = Caution[i] = EMPTY_VALUE;
|
||||
|
||||
if(i > 0) {
|
||||
if(customChartIndicator.High[i-1] > tmau[i-1] && customChartIndicator.Close[i-1] > customChartIndicator.Open[i-1] && customChartIndicator.Close[i] < customChartIndicator.Open[i]) {
|
||||
ReboundD[i] = customChartIndicator.High[i] + AtrMultiplier*atr/2;
|
||||
if(tmac[i] - tmac[i-1] > TMAangle*_Point) Caution[i] = ReboundD[i] + 10*_Point;
|
||||
}
|
||||
if(low[i-1] < tmad[i-1] && customChartIndicator.Close[i-1] < customChartIndicator.Open[i-1] && customChartIndicator.Close[i] > customChartIndicator.Open[i]) {
|
||||
ReboundU[i] = customChartIndicator.Low[i] - AtrMultiplier*atr/2;
|
||||
if(tmac[i-1] - tmac[i] > TMAangle*_Point) Caution[i] = ReboundU[i] - 10*_Point;
|
||||
}
|
||||
}
|
||||
// **
|
||||
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
|
||||
double workHa[][4];
|
||||
double getPrice(enPrices price, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars)
|
||||
{
|
||||
if (price>=pr_haclose && price<=pr_haaverage)
|
||||
{
|
||||
if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars);
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
double haOpen;
|
||||
if (i>0)
|
||||
haOpen = (workHa[i-1][2] + workHa[i-1][3])/2.0;
|
||||
else haOpen = open[i]+close[i];
|
||||
double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;
|
||||
double haHigh = MathMax(high[i], MathMax(haOpen,haClose));
|
||||
double haLow = MathMin(low[i] , MathMin(haOpen,haClose));
|
||||
|
||||
if(haOpen <haClose) { workHa[i][0] = haLow; workHa[i][1] = haHigh; }
|
||||
else { workHa[i][0] = haHigh; workHa[i][1] = haLow; }
|
||||
workHa[i][2] = haOpen;
|
||||
workHa[i][3] = haClose;
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
switch (price)
|
||||
{
|
||||
case pr_haclose: return(haClose);
|
||||
case pr_haopen: return(haOpen);
|
||||
case pr_hahigh: return(haHigh);
|
||||
case pr_halow: return(haLow);
|
||||
case pr_hamedian: return((haHigh+haLow)/2.0);
|
||||
case pr_hatypical: return((haHigh+haLow+haClose)/3.0);
|
||||
case pr_haweighted: return((haHigh+haLow+haClose+haClose)/4.0);
|
||||
case pr_haaverage: return((haHigh+haLow+haClose+haOpen)/4.0);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
switch (price)
|
||||
{
|
||||
case pr_close: return(close[i]);
|
||||
case pr_open: return(open[i]);
|
||||
case pr_high: return(high[i]);
|
||||
case pr_low: return(low[i]);
|
||||
case pr_median: return((high[i]+low[i])/2.0);
|
||||
case pr_typical: return((high[i]+low[i]+close[i])/3.0);
|
||||
case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0);
|
||||
case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0);
|
||||
}
|
||||
return(0);
|
||||
}
|
||||
Binary file not shown.
@@ -0,0 +1,138 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| TRIX.mq5 |
|
||||
//| Copyright 2009-2017, MetaQuotes Software Corp. |
|
||||
//| http://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "2009-2017, MetaQuotes Software Corp."
|
||||
#property link "http://www.mql5.com"
|
||||
#property description "Triple Exponential Average"
|
||||
#include <MovingAverages.mqh>
|
||||
//--- indicator settings
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 4
|
||||
#property indicator_plots 1
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 Red
|
||||
#property indicator_width1 1
|
||||
#property indicator_label1 "TRIX"
|
||||
#property indicator_applied_price PRICE_CLOSE
|
||||
//--- input parameters
|
||||
input int InpPeriodEMA=14; // EMA period
|
||||
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
|
||||
//--- indicator buffers
|
||||
double TRIX_Buffer[];
|
||||
double EMA[];
|
||||
double SecondEMA[];
|
||||
double ThirdEMA[];
|
||||
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnInit()
|
||||
{
|
||||
//--- indicator buffers mapping
|
||||
SetIndexBuffer(0,TRIX_Buffer,INDICATOR_DATA);
|
||||
SetIndexBuffer(1,EMA,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(2,SecondEMA,INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(3,ThirdEMA,INDICATOR_CALCULATIONS);
|
||||
//--- sets first bar from what index will be drawn
|
||||
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,3*InpPeriodEMA-3);
|
||||
//--- name for index label
|
||||
PlotIndexSetString(0,PLOT_LABEL,"TRIX("+string(InpPeriodEMA)+")");
|
||||
//--- name for indicator label
|
||||
IndicatorSetString(INDICATOR_SHORTNAME,"TRIX("+string(InpPeriodEMA)+")");
|
||||
//--- indicator digits
|
||||
IndicatorSetInteger(INDICATOR_DIGITS,5);
|
||||
//--- initialization done
|
||||
|
||||
customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//| Triple Exponential Average |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
//--- check for data
|
||||
if(rates_total<3*InpPeriodEMA-3)
|
||||
return(0);
|
||||
//---
|
||||
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
int limit;
|
||||
if(_prev_calculated==0)
|
||||
{
|
||||
limit=3*(InpPeriodEMA-1);
|
||||
for(int i=0;i<limit;i++)
|
||||
TRIX_Buffer[i]=EMPTY_VALUE;
|
||||
}
|
||||
else limit=_prev_calculated-1;
|
||||
//--- calculate EMA
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,0,InpPeriodEMA,customChartIndicator.Price,EMA);
|
||||
//--- calculate EMA on EMA array
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,InpPeriodEMA-1,InpPeriodEMA,EMA,SecondEMA);
|
||||
//--- calculate EMA on EMA array on EMA array
|
||||
ExponentialMAOnBuffer(rates_total,_prev_calculated,2*InpPeriodEMA-2,InpPeriodEMA,SecondEMA,ThirdEMA);
|
||||
//--- calculate TRIX
|
||||
for(int i=limit;i<rates_total && !IsStopped();i++)
|
||||
{
|
||||
if(ThirdEMA[i-1]!=0.0)
|
||||
TRIX_Buffer[i]=(ThirdEMA[i]-ThirdEMA[i-1])/ThirdEMA[i-1];
|
||||
else
|
||||
TRIX_Buffer[i]=0.0;
|
||||
}
|
||||
//--- OnCalculate done. Return new prev_calculated.
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
@@ -1,12 +1,11 @@
|
||||
#property copyright "Copyright 2018-2020, Level Up Software"
|
||||
#property copyright "Copyright 2018-2021, Level Up Software"
|
||||
#property link "https://www.az-invest.eu"
|
||||
#property description "A timescale indicator for use on X Tick Chart."
|
||||
#property version "1.03"
|
||||
#property description "A timescale indicator for use on the custom chart."
|
||||
#property version "1.04"
|
||||
#property indicator_separate_window
|
||||
#property indicator_plots 0
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
#define PREFIX_SEED "6D4E6"
|
||||
|
||||
@@ -19,7 +18,7 @@ enum ENUM_DISPLAY_FORMAT
|
||||
DisplayFormat2, // 25.01 10:55
|
||||
};
|
||||
|
||||
input color InpTextColor = clrBlack; // Font color
|
||||
input color InpTextColor = clrWhiteSmoke; // Font color
|
||||
input int InpFontSize = 9; // Font size
|
||||
input int InpSpacing = 3; // Date/Time spacing factor
|
||||
input ENUM_DISPLAY_FORMAT InpDispFormat = DisplayFormat1; // Display format
|
||||
@@ -251,4 +250,4 @@ bool TextCreate(const long chart_ID=0, // chart's ID
|
||||
return(true);
|
||||
}
|
||||
|
||||
|
||||
|
||||
Binary file not shown.
+29
-8
@@ -62,17 +62,11 @@ double ADX[];
|
||||
double ADXR[];
|
||||
double Level[];
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
//------------------------------------------------------------------
|
||||
//
|
||||
//------------------------------------------------------------------
|
||||
@@ -136,15 +130,42 @@ int OnCalculate(const int rates_total,
|
||||
const int& spread[])
|
||||
{
|
||||
//
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
return(0);
|
||||
|
||||
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
if (ArrayRange(averages,0)!=rates_total) ArrayResize(averages,rates_total);
|
||||
Binary file not shown.
@@ -56,19 +56,14 @@ enum PRICE_TYPE
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
|
||||
RangeBarIndicator customChartIndicator;
|
||||
#include <AZ-INVEST/CustomBarConfig.mqh>
|
||||
|
||||
#define VWAP_Daily "cc__VWAP_Daily"
|
||||
#define VWAP_Weekly "cc__VWAP_Weekly"
|
||||
#define VWAP_Monthly "cc__VWAP_Monthly"
|
||||
|
||||
//
|
||||
//
|
||||
//
|
||||
|
||||
datetime CreateDateTime(DATE_TYPE nReturnType=DAILY,datetime dtDay=D'2000.01.01 00:00:00',int pHour=0,int pMinute=0,int pSecond=0)
|
||||
@@ -199,7 +194,7 @@ int OnCalculate(const int rates_total,
|
||||
{
|
||||
|
||||
//
|
||||
// Process data through Tick Chat indicator
|
||||
// Process data through MedianRenko indicator
|
||||
//
|
||||
|
||||
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
|
||||
@@ -208,6 +203,29 @@ int OnCalculate(const int rates_total,
|
||||
if(!customChartIndicator.BufferSynchronizationCheck(close))
|
||||
return(0);
|
||||
|
||||
//
|
||||
// Make the following modifications in the code below:
|
||||
//
|
||||
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
||||
//
|
||||
// customChartIndicator.Open[] should be used instead of open[]
|
||||
// customChartIndicator.Low[] should be used instead of low[]
|
||||
// customChartIndicator.High[] should be used instead of high[]
|
||||
// customChartIndicator.Close[] should be used instead of close[]
|
||||
//
|
||||
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
||||
//
|
||||
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
||||
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
||||
//
|
||||
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
||||
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
||||
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
||||
//
|
||||
// customChartIndicator.Price[] should be used instead of Price[]
|
||||
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
||||
//
|
||||
|
||||
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
||||
|
||||
//
|
||||
@@ -220,7 +238,7 @@ int OnCalculate(const int rates_total,
|
||||
LastTimePeriod=PERIOD_CURRENT;
|
||||
}
|
||||
|
||||
if(rates_total>_prev_calculated || bIsFirstRun || Calc_Every_Tick || (_prev_calculated == 0) ||customChartIndicator.IsNewBar)
|
||||
if(rates_total>_prev_calculated || bIsFirstRun || Calc_Every_Tick || (_prev_calculated == 0) || customChartIndicator.IsNewBar)
|
||||
{
|
||||
nIdxDaily = 0;
|
||||
nIdxWeekly = 0;
|
||||
Binary file not shown.
Binary file not shown.
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user